+37.3%
GEHC vs CAPR
+161.9%
-124.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.8% | -0.8% |
| 7D | -2.3% | +19.1% | -21.4% | -2.6% |
| 30D | +19.0% | +48.8% | -29.8% | +18.1% |
| 3M | +13.3% | +144.4% | -131.1% | +11.1% |
| 6M | +31.5% | -67.5% | +99.0% | +32.2% |
| YTD | 0.0% | -64.5% | +64.5% | +0.2% |
| 1Y | +9.4% | +74.4% | -65.1% | +2.4% |
| 3Y | +18.3% | +265.7% | -247.4% | -1.9% |
| All | +37.3% | +161.9% | -124.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling